I find puzzling. Why would anyone ask God not to lead is into temptation, when James explicitly said that God does not tempt us in James 1:13-14:

When tempted, no one should say, “God is tempting me.” For God cannot be tempted by evil, nor does he tempt anyone; but each one is tempted when, by his own evil desire, he is dragged away and enticed.

4 Answers
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I think you have it right there in the difference between what you quoted - the Lord's Prayer doesn't say "do not tempt us" (and James agrees as to why) and James does not say "God does not allow people to be dragged away and enticed" (which would make the world a very different place).

A prominent example of God explicitly allowing someone to be tempted is the book of Job.

And the LORD said to Satan, “Have you considered my servant Job, that there is none like him on the earth, a blameless and upright man, who fears God and turns away from evil?” Then Satan answered the LORD and said, “Does Job fear God for no reason? Have you not put a hedge around him and his house and all that he has, on every side? You have blessed the work of his hands, and his possessions have increased in the land. But stretch out your hand and touch all that he has, and he will curse you to your face.” And the LORD said to Satan, “Behold, all that he has is in your hand. Only against him do not stretch out your hand.” So Satan went out from the presence of the LORD. (Job 1:8-12, ESV quoted)

"Lead us not into temptation" would be a prayer specifically against that sort of scenario. Eve's being enticed by the serpent to partake of the fruit of the tree of knowledge of good and evil (Genesis 3) might be another example. Being led into temptation also happened to Jesus himself, according to Matthew 4:1, just two chapters before the Lord's Prayer:

Then Jesus was led up by the Spirit into the wilderness to be tempted by the devil.

In all these cases it is not God doing the tempting - the devil, the serpent, Satan are specifically named. God may indeed lead us into temptation, but James points out that God is not the tempter—likewise we might say, the trainer that brings us into the arena to fight is not the opponent we face.

Doesn't "lead" mean "be the actor", though? Or is the nuance of the Greek different? In English if I say that somebody "leads" some effort, I mean that he's the one in charge. "Do not allow me to be led" would be expressed differently like I just did).
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Gone QuietFeb 7 '12 at 13:57

@GoneQuiet The Greek word used here is "εἰσενέγκῃς", whose dictionary form is εἰσφέρω. That word is made up of elements meaning literally 'carry into'; if what I understand the usual root for 'lead' is was used, it would be εἰσάγω. But my Greek isn't strong enough to say whether the difference in roots is meaningful or just a quirk of idiom—maybe make a separate question for this?
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Muke TeverFeb 8 '12 at 0:34

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@Monica (Greek aside - I don't think that addressed what you meant - yes, 'lead' is a verb with strong implications, but are we to suggest that he's not the one in charge?)
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Muke TeverFeb 8 '12 at 0:45

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Of course God is ultimately in charge, but the existence of free will suggests that God doesn't decide everything. By analogy, if the CEO allows one of his VPs to lead his team in a bad direction, it's the VP who did the leading, not the CEO, even though the CEO had the power to intervene.
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Gone QuietFeb 8 '12 at 2:00

I think your question is theological and belongs elsewhere. However, your question contains a nugget of Hermeneutics. Also, I believe the accepted answer is mistaken.

James is clearly stating that the Prayer recorded at Jesus' Sermon on the Mount should be amended or clarified. In Greek, he uses a nearly matching phrasing which he states that no person should say.

There is no question that a large amount of material in James parallels the Sermon on the Mount. In many cases, the sentences have matching phrases in Greek.

In the case of James 1:13-15, and particular 1:13, my conclusion is that James was attempting to clarify a misconception that was running through the early Church, of which he was head. He seems to have been addressing a similar misconception in 4:15-16. In this regard, I would see the contradiction not as a direct refutation, but as a clarification of some teaching that has gone awry at that locale and time.

This is an interesting theory, but the Greek doesn't seem to back it up. The phrase in Matthew 6:13 is μὴ εἰσενέγκῃς ἡμᾶς εἰς πειρασμόν (do not bring/lead us into temptation), whereas in James it's μηδεὶς πειραζόμενος λεγέτω ὅτι Ἀπὸ θεοῦ πειράζομαι (let no one being tempted say, "From God I am being tempted"). In other words, Matthew talks about being led into temptation (noun), where James talks about being tempted (verb). If that's supposed to be an allusion, it's not a very straightforward one.
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KyralessaApr 20 '14 at 3:05

Joachim Jeremias in New Testament theology p.202 says that it means 'do not let me fall victim, not to everyday temptations, but to the last great trial'. He says that Jesus expected his mission to lead to a time of terrible widespread suffering before God's reign starts, and therefore the disciples are to pray to be protected from apostasy.

“Do not bring us into temptation, but deliver us from the wicked one.” (Matt. 6:13) How are we to understand these two related requests in Jesus’ model prayer? One thing is certain: God does not tempt us to commit sin. (Read James 1:13.) Satan—“the wicked one”—is the real “Tempter.” (Matt. 4:3) However, the Bible speaks of God as doing things that he is merely permitting. (Ruth 1:20, 21; Eccl. 11:5) Therefore, “do not bring us into temptation” is a petition that God not permit us to succumb when we are tempted to disobey him. Finally, the plea “deliver us from the wicked one” is a request that God not allow Satan to overcome us. And we can be confident that ‘God will not let us be tempted beyond what we can bear.’—Read 1 Corinthians 10:13.

Welcome to Biblical Hermeneutics Stack Exchange! Thank you for taking the time to share your insights. Due to the nature of this site, a reference may be required to support your conclusions.
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Paul VargasMay 16 '14 at 0:18

@mccjeff I believe one thing Paul is saying is about helping our readers by showing data like your “Do not bring us into temptation, but deliver us from the wicked one.” (Matt. 6:13) but also the Bible you used, and then do the same for the other citings. E.G. James 1:13 "Let no man say when he is tempted, I am tempted of God: for God cannot be tempted with evil, neither tempteth he any man:" (KJV) Whereas I used the KJV in my example above, that is not the Bible I usually read; we only need to identify the source of the citing. Thanks.
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John MartinMay 16 '14 at 16:23

I personally like to read the NWT as it is translated into real world modern English and the most up to date. It also received high reviews recently. You can however looks at those same texts in any translation and they will say the same thing. Reading all the texts that have to do with this topic will help you reach the same conclusion.
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mccjeffMay 16 '14 at 20:16